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arXiv:2503.15878

Quantum Hamiltonian Descent for Non-smooth Optimization

Jiaqi Leng, Yufan Zheng, Jia, Zhiyuan, Lei Fan, Chao Zhao, Yuxiang Peng, Xiaodi Wu

Published Mar 20, 2025• 0 citations
arXivHTMLPDF

Abstract

Non-smooth optimization models play a fundamental role in various disciplines, including engineering, science, management, and finance. However, classical algorithms for solving such models often struggle with convergence speed, scalability, and parameter tuning, particularly in high-dimensional and non-convex settings. In this paper, we explore how quantum mechanics can be leveraged to overcome these limitations. Specifically, we investigate the theoretical properties of the Quantum Hamiltonian Descent (QHD) algorithm for non-smooth optimization in both continuous and discrete time. First, we propose continuous-time variants of the general QHD algorithm and establish their global convergence and convergence rate for non-smooth convex and strongly convex problems through a novel Lyapunov function design. Furthermore, we prove the finite-time global convergence of continuous-time QHD for non-smooth non-convex problems under mild conditions (i.e., locally Lipschitz). In addition, we propose discrete-time QHD, a fully digitized implementation of QHD via operator splitting (i.e., product formula). We find that discrete-time QHD exhibits similar convergence properties even with large time steps. Finally, numerical experiments validate our theoretical findings and demonstrate the computational advantages of QHD over classical non-smooth non-convex optimization algorithms.

DOI
10.48550/arxiv.2503.15878

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Non-smooth optimization models play a fundamental role in various disciplines, including engineering, science, management, and finance. However, classical algorithms for solving such models often struggle with convergence speed, scalability, and parameter tuning, particularly in high-dimensional and non-convex settings. In this paper, we explore how quantum mechanics can be leveraged to overcome these limitations. Specifically, we investigate the theoretical properties of the Quantum Hamiltonian Descent (QHD) algorithm for non-smooth optimization in both continuous and discrete time. First, we propose continuous-time variants of the general QHD algorithm and establish their global convergence and convergence rate for non-smooth convex and strongly convex problems through a novel Lyapunov function design. Furthermore, we prove the finite-time global convergence of continuous-time QHD for non-smooth non-convex problems under mild conditions (i.e., locally Lipschitz). In addition, we propose discrete-time QHD, a fully digitized implementation of QHD via operator splitting (i.e., product formula). We find that discrete-time QHD exhibits similar convergence properties even with large time steps. Finally, numerical experiments validate our theoretical findings and demonstrate the computational advantages of QHD over classical non-smooth non-convex optimization algorithms.
Gradient descent is a fundamental algorithm in both theory and practice for continuous optimization. Identifying its quantum counterpart would be appealing to both theoretical and practical quantum applications. A conventional approach to quantum speedups in optimization relies on the quantum acceleration of intermediate steps of classical algorithms, while keeping the overall algorithmic trajectory and solution quality unchanged. We propose Quantum Hamiltonian Descent (QHD), which is derived from the path integral of dynamical systems referring to the continuous-time limit of classical gradient descent algorithms, as a truly quantum counterpart of classical gradient methods where the contribution from classically-prohibited trajectories can significantly boost QHD's performance for non-convex optimization. Moreover, QHD is described as a Hamiltonian evolution efficiently simulatable on both digital and analog quantum computers. By embedding the dynamics of QHD into the evolution of the so-called Quantum Ising Machine (including D-Wave and others), we empirically observe that the D-Wave-implemented QHD outperforms a selection of state-of-the-art gradient-based classical solvers and the standard quantum adiabatic algorithm, based on the time-to-solution metric, on non-convex constrained quadratic programming instances up to 75 dimensions. Finally, we propose a "three-phase picture" to explain the behavior of QHD, especially its difference from the quantum adiabatic algorithm.
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This work investigates the possibility of quantum speedups for continuous optimization through quantum Hamiltonian simulation. We establish the first rigorous query complexity bounds for unconstrained convex optimization via digital quantum annealing, based on the non-adiabatic Quantum Hamiltonian Descent (QHD) framework. In the process, we derive rigorous resource estimates for digital quantum simulation of Schrödinger operators depending only on input simulation parameters, given black-box evaluation access to separable, Lipschitz continuous potential b(t) f(x). We apply these simulation bounds to assess the complexity of high-dimensional convex optimization. Our annealing schedule achieves arbitrarily fast convergence rates in the evolution time, with computational time determined solely by the cost of discretization. We show that a G-Lipschitz convex function can be optimized to an error of ε with 𝒪̃(d^{1.5} G² R²/ε²) queries, given a starting point that is Euclidean distance R from optimal. Under reasonable assumptions such as the complexity of simulating Schrödinger operators, we show that Ω̃(d/ε²) queries are necessary. This suggests QHD does not offer improvements over classical methods in the noiseless zeroth order setting. However, we show that the QHD algorithm can tolerate 𝒪̃(ε³ /d^{1.5} G² R²) noise in function evaluation, and as a result, provides a super-quadratic query advantage over the best existing noise-tolerant classical algorithms in the high-dimensional setting. We leverage this to design a quantum algorithm for stochastic convex optimization that offers a super-quadratic speedup over all known classical and quantum algorithms in this regime. To our knowledge, these results represent the first rigorous quantum speedups for convex optimization obtained through a dynamical algorithm.
We propose Quantum Riemannian Hamiltonian Descent (QRHD), a quantum algorithm for continuous optimization on Riemannian manifolds that extends Quantum Hamiltonian Descent (QHD) by incorporating geometric structure of the parameter space via a position-dependent metric in the kinetic term. We formulate QRHD in both operator and path integral formalisms and derive the corresponding quantum equations of motion, showing that quantum corrections appear in the action integral but they are suppressed at late times by the time-dependent dissipation factor. This implies that convergence near optimal points is controlled by the classical potential while quantum effects influence early-time dynamics. By analyzing the semiclassical equation, we estimate a lower bound on the convergence time and numerically demonstrate whether QRHD works as a quantum optimization algorithm in some examples. A quantum circuit implementation based on time-dependent Hamiltonian simulation is also discussed and the query complexity is estimated.
Parametric quantum circuits are usually trained by classical, local optimizers, which use the quantum computer only to evaluate the cost function, or its gradient, one point at a time. Quantum Hamiltonian Descent (QHD) takes a different route: in this quantum algorithm for continuous optimization, the parameters become the position of a quantum particle, with the cost function as its potential, and two time schedules control kinetic and potential energy so that the wavefunction explores the whole landscape and tunnels towards the global minimum. QHD, however, assumes a classically computable cost function, and its digital implementation is poorly understood: standard error bounds grow exponentially with the number of qubits per parameter, and the schedules are borrowed from classical optimization. Here we propose to train parametric circuits with QHD entirely on the quantum computer, through an online step in which the qubits encoding the parameters coherently control the circuit on a second register. We prove that, for cost functions with a smooth periodic extension, including those of parametric circuits, the simulation error admits a bound independent of the grid resolution, and that for circuits the bound grows at most linearly with the number of parameters. We also show that the ideal dynamics depends on the two schedules only through a single curve, which controls the adiabaticity of the search, and that the remaining freedom can be used to minimize the gate count. Simulations on benchmark functions and parametric circuits show that, at equal cost, schedules designed in this way markedly increase the probability of finding the global minimum.